Anic Equity¶

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Total return since start: 0.69 %¶

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Equity now: -----------------------------> 51617.04 Kr¶

Max Equity ever reached: ------------> 51944.38 Kr¶

Portfolio value: --------------------------> 48417.98 Kr¶

PnL: ---------------------------------------> -669.59 Kr¶

DD now: ---------------------------------> -0.63 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-31 15:08:33.400684'

Anic Portfolio¶

Today¶

Return: -0.543 %¶

This Week¶

Return: 8.605 %¶

Total¶

Return: 68.981 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 54 0.160000 3385.800000 205.800000 6.470000 3180.000006
HMS Networks 2 -1.480000 770.400000 97.400000 14.470000 673.000000
HEBA B 70 -0.770000 2702.000000 66.000000 2.500000 2636.000010
Nordea Bank Abp 29 -0.480000 3518.280000 64.280000 1.860000 3453.999992
MedCap 2 0.650000 466.000000 45.000000 10.690000 421.000000
SAAB B 8 -0.160000 3421.600000 44.600000 1.320000 3377.000000
Swedbank A 3 2.230000 604.200000 40.200000 7.130000 564.000000
AcadeMedia 12 0.120000 595.200000 38.200000 6.860000 557.000004
Resurs Holding 22 0.330000 610.940000 36.940000 6.440000 573.999998
Fasadgruppen Group 38 1.480000 4172.400000 31.400000 0.760000 4140.999992
Samhällsbyggnadsbo. i Norden B 20 -0.420000 381.500000 26.500000 7.460000 355.000000
Intrum 4 0.410000 541.600000 14.600000 2.770000 527.000000
OEM International B 7 -1.790000 539.000000 11.000000 2.080000 527.999997
Norva24 Group 16 -0.230000 553.920000 10.920000 2.010000 543.000000
Eastnine 4 -0.480000 501.600000 10.600000 2.160000 491.000000
Karnov Group 9 0.000000 543.600000 7.600000 1.420000 536.000004
Securitas B 6 -1.020000 573.240000 3.240000 0.570000 570.000000
Creaspac SPAC 6 -0.100000 579.600000 2.600000 0.450000 577.000002
Samhällsbyggnadsbo. i Norden D 12 0.190000 247.200000 1.200000 0.490000 246.000000
Coor Service Management Hold. 8 0.150000 532.000000 0.000000 0.000000 532.000000
Handelsbanken A 5 0.460000 545.750000 -0.250000 -0.050000 546.000000
Corem Property Group B 59 -1.220000 574.370000 -2.630000 -0.460000 576.999999
Fastighetsbolag. Emilshus Pref 21 -3.280000 557.550000 -4.450000 -0.790000 562.000005
Midsona B 63 -3.390000 575.190000 -7.810000 -1.340000 582.999984
Sampo Oyj SDB 7 0.090000 3836.000000 -14.000000 -0.360000 3850.000000
Boozt 12 -0.580000 1635.600000 -18.400000 -1.110000 1653.999996
Essity B 2 -0.510000 547.200000 -26.800000 -4.670000 574.000000
CTEK 13 -1.490000 498.940000 -35.060000 -6.570000 533.999999
International Petroleum Corp. 5 -3.680000 549.500000 -45.070000 -7.580000 594.565215
Essity A 4 -1.080000 1096.000000 -53.000000 -4.610000 1149.000000
Vivesto 1368 -2.650000 552.670000 -60.330000 -9.840000 612.999432
Beijer Electronics Group 27 -1.420000 2997.000000 -87.000000 -2.820000 3083.999994
OX2 22 -1.110000 1762.200000 -226.800000 -11.400000 1989.000002
Axfood 15 0.330000 4059.000000 -241.000000 -5.600000 4300.000005
Ovzon 64 -1.850000 3392.000000 -604.000000 -15.120000 3996.000000
TOTAL 48419.050000 -668.520000 -0.62811% 49087.564636

Updated:¶

'2023-01-31 15:07:36.367735'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶